VP, Counterparty Credit Risk Quantitative Analyst

We are seeking a highly skilled quantitative professional to join the Risk Analytics group to develop and manage analytics for counterparty credit risk models focused on fixed income products, including repos, security lend/borrow, mortgages, and interest rate derivatives. The candidate will contribute to model development across the full model lifecycle, from methodology and design to implementation, validation, and ongoing performance monitoring. The successful candidate will also provide qua…